| 國立臺灣大學 |
2006 |
Principles of Financial Computing
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
Efficient Algorithms for PV & FV
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
complexity Page79~Page123
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
Unbiased Expectations Theory
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
Option Pricing Models Page188~Page230
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
Toward the Black-Scholes Formula Page231~Page273
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
Extensions of Options Theory Page274~Page338
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
complexity Page339~Page395
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
Stochastic Processes and Brownian Motion
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
Theory of Computation Class Notes Page1~Page20
|
Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2006 |
Principles of Financial Computing
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2006 |
Efficient Algorithms for PV & FV
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2006 |
Unbiased Expectations Theory
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2006 |
Option Pricing Models Page188~Page230
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2006 |
Toward the Black-Scholes Formula Page231~Page273
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2006 |
Extensions of Options Theory Page274~Page338
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2006 |
complexity Page339~Page395
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2006 |
complexity Page79~Page123
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2006 |
An Efficient Algorithm for Finding Long Conserved Regions Between Genes.
|
Ma, Tak-Man; Lyuu, Yuh-Dauh; Ti, Yen-Wu; YUH-DAUH LYUU |
| 國立臺灣大學 |
2005-04 |
On Accurate and Provably Efficient GARCH Option Pricing Algorithms
|
Lyuu, Yuh Dauh; Wu, Chi Ning |
| 國立臺灣大學 |
2005 |
complexity Page40~Page105
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2005 |
complexity Page106~Page186
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2005 |
An efficient convergent lattice algorithm for european asian options
|
Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2005 |
On Accurate and Provably Efficient GARCH Option Pricing Algorithms
|
Lyuu, Yuh-Dauh; Wu, Chi-Ning |
| 國立臺灣大學 |
2005 |
Numerical Valuation of Discrete Barrier Options with the Adaptive Mesh Model and Other Competing Techniques
|
Lyuu, Yuh-Dauh; Shea, Chih-Jui |
| 國立臺灣大學 |
2005 |
On Accurate Trinomial GARCH Option Pricing Algorithms
|
Lyuu, Yuh-Dauh; Liu, Chun-Yang |
| 國立臺灣大學 |
2005 |
Cryptanalysis of and improvement on the Hwang–Chen multi-proxy multi-signature schemes
|
Lyuu, Yuh-Dauh; Wu, Ming-Luen |
| 國立臺灣大學 |
2005 |
Analytics for Geometric Average Trigger Reset Options
|
Dai, Tian-Shyr; Fang, Yuh-Yuan; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2005 |
complexity Page106~Page186
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2005 |
An efficient convergent lattice algorithm for european asian options
|
Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh; Dai, Tian-Shyr; Huang, Guan-Shieng; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2005 |
On Accurate and Provably Efficient GARCH Option Pricing Algorithms
|
Lyuu, Yuh-Dauh; Wu, Chi-Ning; Lyuu, Yuh-Dauh; Wu, Chi-Ning |
| 臺大學術典藏 |
2005 |
Numerical Valuation of Discrete Barrier Options with the Adaptive Mesh Model and Other Competing Techniques
|
Lyuu, Yuh-Dauh; Shea, Chih-Jui; Lyuu, Yuh-Dauh; Shea, Chih-Jui |
| 臺大學術典藏 |
2005 |
On Accurate Trinomial GARCH Option Pricing Algorithms
|
Lyuu, Yuh-Dauh; Liu, Chun-Yang; Lyuu, Yuh-Dauh; Liu, Chun-Yang |
| 臺大學術典藏 |
2005 |
Cryptanalysis of and improvement on the Hwang–Chen multi-proxy multi-signature schemes
|
Lyuu, Yuh-Dauh; Wu, Ming-Luen; Lyuu, Yuh-Dauh; Wu, Ming-Luen |
| 國立臺灣大學 |
2004-12 |
Pricing Discrete Dividend-Paying Stock Options with the Stair Tree
|
Dai, Tian Shyr; Lyuu, Yuh Dauh |
| 臺大學術典藏 |
2004-12 |
Pricing Discrete Dividend-Paying Stock Options with the Stair Tree
|
Lyuu, Yuh Dauh; Dai, Tian Shyr; Dai, Tian Shyr; Lyuu, Yuh Dauh |
| 國立臺灣大學 |
2004-07-18 |
A Quantum Cryptosystem with Perfect Secrecy and Message Authentication
|
Yu, Chia-Mu; Lyuu, Yuh-Dauh |
| 臺大學術典藏 |
2004-07-18 |
A Quantum Cryptosystem with Perfect Secrecy and Message Authentication
|
Yu, Chia-Mu; Lyuu, Yuh-Dauh; Yu, Chia-Mu; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2004 |
Bond Price Volatility
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2004 |
Fundamental Statistical Concepts
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2004 |
Barrier Options
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2004 |
complexity Page424~Page463
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2004 |
Matrix Computation Page625~Page666
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2004 |
complexity Page667~Page721
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2004 |
complexity Page782~Page853
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2004 |
Theory of Computation Lecture Notes
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2004 |
The traveling salesman problem
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2004 |
3SAT
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2004 |
The fermat-euler theorem
|
Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2004 |
Page450~Page488
|
Lyuu, Yuh-Dauh |
